+270.8%
MXL vs MCO
+1,774.1%
-1,503.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.0% |
| 7D | +16.6% | -7.3% | +24.0% | +22.5% |
| 30D | +0.5% | -1.7% | +2.2% | +0.7% |
| 3M | -3.6% | +3.9% | -7.5% | -10.2% |
| 6M | +328.0% | +3.8% | +324.2% | +294.1% |
| YTD | +297.8% | -7.9% | +305.7% | +291.8% |
| 1Y | +339.4% | -6.8% | +346.3% | +325.7% |
| 3Y | +201.7% | +40.9% | +160.8% | +114.1% |
| 5Y | +32.8% | +27.5% | +5.3% | +2.8% |
| 10Y | +274.8% | +381.4% | -106.6% | +28.1% |
| All | +270.8% | +1,774.1% | -1,503.3% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling